Government Benchmark Bond and Total Return Series Extended and Updated
Bryan Taylor, Chief Economist, Global Financial Data
Global Financial Data has updated a number of its long-term government bond series. These updates include both the 10-year Benchmark Bond files as well as the Total Return Series for Government Bonds. Data for several of these countries, such as Austria, Denmark, France, the Netherlands, Russia, Spain and Sweden now extend back to the 1700s. Other series have been extended further back into the 1800s and have improved their granularity.
During the past few years, Global Financial Data has added extensively to its Fixed Income Securities Database which now includes over 6000 files. This database includes data for both corporate and government bonds from New York, London, Paris, Amsterdam and other exchanges. All of these exchanges were international in their coverage, listing bonds from countries throughout the world.
The data for many of these bonds was unavailable when these files were originally created. Using the extensive histories on individual securities the Fixed Income Security Database now includes, we have updated the data in the Benchmark Bond and Total Return Series. This not only allowed us to extend many of the series back in time, but also allowed us to improve the periodicity of the data, providing monthly data where only annual data were available before. This has also led to recalculation of the historical values for some of the Total Return Series.
Global Financial Data continues to search for data sources that allow us to provide data to our customers that are unavailable anywhere else. Should you have any questions about these series, please feel free to contact your sales representative.
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Our comprehensive financial databases span global markets offering data never compiled into an electronic format. We create and generate our own proprietary data series while we continue to investigate new sources and extend existing series whenever possible. GFD supports full data transparency to enable our users to verify financial data points, tracing them back to the original source documents. GFD is the original supplier of complete historical data.